[{"data":1,"prerenderedAt":37},["ShallowReactive",2],{"q-sec_sr_invest-114-3-026":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"sec_sr_invest","證券商高級業務員資格測驗——證券投資與財務分析(試卷「投資學」)","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"sec_sr_invest-114-3-026","114-3",26,"全球股市的互動性愈高，意味著全球化投資在投資風險的分散效果：",[13,14,15,16],"提高","降低","不變","不確定",1,"投資組合理論(Markowitz)","(B) 對：全球股市連動性(相關性)愈高，各市場同漲同跌，跨國分散所能抵銷的風險就愈少，分散效果因而降低。(A) 提高與此相反；(C)(D) 相關係數上升必然削弱分散效益，方向明確，並非不變或不確定。","medium",[22,26,30,34],{"id":23,"question":24,"qno":25},"sec_sr_invest-114-3-021","某一投資組合由甲、乙兩種股票組成，甲股票預期報酬率為 7.5%，報酬率標準差為 10%，占投資組合比重為 0.6；乙股票預期報酬率為 9.2%，報酬率標準差率為 20%，占投資組合比重為 0.4；若兩者之相關係數為-1，請問該投資組合報酬率標準差為何？",21,{"id":27,"question":28,"qno":29},"sec_sr_invest-114-3-027","一般而言，何種股票型共同基金的分散風險的效果最大？",27,{"id":31,"question":32,"qno":33},"sec_sr_invest-114-3-044","下列有關風險分散之敘述，何者正確？",44,{"id":35,"question":36,"qno":33},"sec_sr_invest-115-1-044","俊浩將其資金的 35%投資於預期報酬率(expected rate of return)為 0.18 且變異數(variance)為 0.10之風險性資產(risky asset)，剩下的 65%投資於報酬率為 0.04 之國庫券。試問：該投資組合的預期報酬率(expected rate of return)及標準差(standard deviation)各為多少？",1783735642025]